+298.8%
ROIV vs WY
-5.2%
+304.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.4% | +20.2% | +19.2% |
| 7D | +20.2% | -2.1% | +22.2% | +20.8% |
| 30D | +14.1% | -10.5% | +24.6% | +17.9% |
| 3M | +45.6% | -4.9% | +50.5% | +47.0% |
| 6M | +44.1% | -4.9% | +49.0% | +45.2% |
| YTD | +91.2% | -1.7% | +92.8% | +89.5% |
| 1Y | +221.3% | -9.4% | +230.7% | +227.1% |
| 3Y | +229.2% | -22.3% | +251.5% | +248.4% |
| 5Y | +316.5% | -20.5% | +337.0% | +347.0% |
| All | +298.8% | -5.2% | +304.0% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling